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Collinearity

  • Dean P. Foster
  • Robert A. Stine
  • Richard P. Waterman

Abstract

Correlation among the covariates complicates the interpretation of coefficients in multiple regression. The size of the coefficient for one variable depends upon which other correlated variables also appear in the regression model. This class considers methods for understanding how the correlations among the explanatory variables affect the regression coefficients.

Keywords

Variance Inflation Factor Market Index Stock Market Index Time Series Plot Confidence Curve 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1998

Authors and Affiliations

  • Dean P. Foster
    • 1
  • Robert A. Stine
    • 1
  • Richard P. Waterman
    • 1
  1. 1.Department of Statistics Wharton SchoolUniversity of PennsylvaniaPhiladelphiaUSA

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